-99.9%
SPXU vs BURL
+1,051.1%
-1,151.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +2.8% |
| 7D | -0.1% | -2.8% | +2.7% | -1.7% |
| 30D | +0.8% | -28.2% | +29.0% | -16.6% |
| 3M | -4.7% | -17.6% | +12.9% | -14.1% |
| 6M | -29.6% | -11.8% | -17.8% | -32.9% |
| YTD | -29.9% | -8.1% | -21.7% | -31.1% |
| 1Y | -39.1% | -12.0% | -27.1% | -41.0% |
| 3Y | -80.0% | +63.3% | -143.3% | -67.5% |
| 5Y | -86.0% | -10.8% | -75.2% | -80.3% |
| 10Y | -99.5% | +215.9% | -315.4% | -98.1% |
| All | -99.9% | +1,051.1% | -1,151.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling